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Operations Research Notes-10 10 ARTIFICIAL VARIABLE TECHNIQUES 10.

1 Two Phase Method

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Linear programming problems, in which constraints may also have ' ' and '=' signs after ensuring that all bi are 0, are considered in this section. In such problems basis matrix is not obtained as an identity matrix in the starting simplex table, therefore we introduce a new type of variable, called, the artificial variable. These variables are fictitious and cannot have any physical meaning. The artificial variable technique is merely a device to get the starting basic feasible solution, so that simplex procedure may be adopted as usual until the optimal solution is obtained. Artificial variables can be eliminated from the simplex table as and when they become zero (non-basic). The process of eliminating artificial variables is performed in Phase I of the solution, and Phase II is used to get an optimal solution. Since the solution of the LP problem is completed in two phases, it is called 'Two Phase Simplex Method due to Dantzig, Orden and Wolfe. Remarks: 1. The objective of Phase I is to search for a B.F.S. to the given problem It ends up either giving a B.F.S. or indicating that the given L.P.P. has no feasible solution at all. 2. The B.F.S. obtained at the end of Phase 1 provides a starting B.F.S. for the given L.P.P. Phase II is then just the application of simplex method to move towards optimally. 3. In Phase II, care must be taken to ensure that an artificial variable is never allowed to become positive, if were present in the basis. Moreover, whenever some artificial variable happens to leave the basis, its column must be deleted from the simplex table altogether. 10.2 Alternative Approach of Two-phase Simplex Method The two phase simplex method is used to solve a given problem in which some artificial variables are involved. The solution is obtained in two phases as follows: Phase I. In this phase, the simplex method is applied to a specially constructed auxiliary linear programming problem leading to a final simplex table containing a basic feasible solution to the original problem. Step 1. Assign a cost - 1 to each artificial variable and a cost 0 to all other variables (in place of their original cost) in the objective function.

Operations Research Notes-10

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Step 2. Construct the auxiliary linear programming problem in which the new objective function z* is to be maximized subject to the given set of constraints. Step 3. Solve the auxiliary problem by simplex method until either of the following three possibilities do arise: (i) (ii) Max z* < 0 and at least one artificial vector appear in the optimum basis at a positive level. In this case given problem does not possess any feasible solution, Max z* = 0 and at least one artificial vector appears in the optimum basis at zero level. In this case proceed to Phase-II.

(iii) Max z* =0 and no artificial vector appears in the optimum basis. In this case also proceed to Phase-II. Phase II. Now assign the actual costs to the variables in the objective function and a zero cost to every artificial variable that appears in the basis at the zero level. This new objective function is now maximized by simplex method subject to the given constraints. That is, simplex method is applied to the modified simplex table obtained at the end of Phase-I, until an optimum basic feasible solution (if exists) has been attained. The artificial variables which are non-basic at the end of Phase-I are removed. Example 1. Use two-phase simplex method to solve the problem : Minimize z = x1 - 2x2 3x3, subject to the constraints: -2x1 + x2 + 3x3 = 2, 2x1 +3x2 + 4x3= 1, and x1 ,x2, x3 0. Solution. First convert the objective function into maximization form : Max z' = -x1 + 2x2 + 3x3, where z' = -z. Introducing the artificial variables a1 0 and a2 0, the constraints of the given problem become. -2x1 + x2 + 3x3 + a1= 2 2x1 + 3x2 + 4x3 +a2 = 1 x1 ,x2, x3, a1, a2 0 Phase I. Auxiliary L.P. problem is : Max z*= War. z'* = 0x1 + 0x2 + 0x3 -1a1 1a2 subject to above given constraints. The following solution table is obtained for auxiliary problem.

Operations Research Notes-10 Table 1

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Since all j 0 , an optimum basic feasible solution to the auxiliary L.P.P. has been attained. But at the same time max. z'* is negative and the artificial variable a1 appears in the basic solution at a positive level. Hence the original problem does not possess any feasible solution. Here there is no need to enter Phase II.

Example 2. Use two-phase simplex method to solve the problem i Minimize z = 15/2 x1 - 3x2, subject to the constraints: 3x1 - x2 - x3 3, x1 - x2 + x3 2, and x1, x2, x3 0 Solution. Convert the objective function into the maximization form: Maximizes z' = -15/2 x1 + 3x2. Introducing the surplus variables x4 0 and x5 0 , and artificial variables a1 0 , a2 0 , the constraints of the given problem become 3x1 - x2 - x3 - x4 + 0 + a1 +0 = 3, x1 - x2 + x3 x5 +a2 = 2 x1, x2, x3 , x4 , a1 , a2 0 Phase I. Assigning a cost - 1 to artificial variables a1 and a2 and cost 0 to all other variables, the new objective function for auxiliary problem becomes: Max. z'* = 0x1 + 0x2 + 0x3 + 0x4 + 0x5 1a1 1a2, subject to the above given constraints. Now apply simplex method in usual manner, (see Table 5.22). Phase I: Table 2

Operations Research Notes-10

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Since all j 0 and no artificial variable appears in the basis, an optimum solution to the
auxiliary problem has been attained.

Phase 2. In this phase, now consider the actual costs associated with the original variables,
the objective function thus becomes : Max. z' = - 15/2 x1 + 3x2 + 0x3 + 0x4 + 0x5 Now apply simplex method in the usual manner.

Phase 2 : Table 3

Since all j 0 , an optimum basic feasible solution has been attained. Hence optimum solution is : x1 = 5/4 , x2 = 0 , x3 = 3/4 , min z = 75/8 .

Reference: Operations Research (JNTU)(2007 Edition)

S.D.Sharma

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